Volume or wah pedals don't work as controllers, only expression pedals (which don't have inputs or outputs but a TRS jack or cable) are compatible. I've used the Yamaha EP1, Boss FV5 and Ensonic CVP1, cheap on the used market yet effective for the purpose, except they are made of plastic. Line6 offers the EX1, which is kind of crappy. Sometimes I need to stand on the expression pedal while I do something else with my other foot so I moved to metal chassis alternatives. Earnie Ball offers an expression pedal for around 120 bucks. EHX developed a so called Next-Step EXP with no moving parts (a big flaw), it came bundled with a HOG2 synth pedal I bought recently and it sucks balls, it requires 9v current and that somehow interferes with the HD500X firmware, the screen starts blinking and garbling, go for a passive alternative.
Zaiten's post in HD500x compatability with External Vol/Exp Pedals (Need Advice) was marked as the answer